Merge multiple meshes into one single mesh?
There are two methods of combining meshes that I know of;
The first uses the addon BoolTool:


Select the separate objects that you want to combine
Press Ctrl+Numpad +, to perform a union operation
Press Ctrl+Shift+Numpad Enter to apply the operation


Your separate pieces will now be combined, with new geometry created at the intersections, forming one solid mesh.

The second and lengthier way uses the Intersect (Knife) mesh operation:


Combine two (or more) objects together with Ctrl+J
In edit mode, select all of the faces of one of the meshes, the easy way to do this is to select one face and press Ctrl+L to select all of the linked faces
Press Ctrl+F to bring up the faces menu and select Intersect (Knife), cuts will be made into the unselected faces where the selected faces overlap with them
Select all of the faces and perform the Remove Doubles operation


You will end up with the same result as the first method. It is advised that when using this method to only combine two objects at a time, repeating the above steps for each pairing.

In both cases you will likely be left with N-GONs, a quick, though messy way to remove these without resorting to the Knife tool is the following:


Select all of the faces and/or N-GONs and press Ctrl+T to triangulate them
With all of the faces still selected, press Alt+J to convert the resulting triangles to quads


This may save some time in some areas of the mesh where the N-GONs are relatively simple, but the resulting topology may be lacking. 

I hope this helps.